+577.4%
XLV vs MELI
+8,800.3%
-8,222.9%
-39.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MELI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.5% | +0.3% | -0.1% |
| 7D | -3.6% | -4.1% | +0.5% | -3.0% |
| 30D | -1.8% | +3.8% | -5.6% | -2.3% |
| 3M | +7.8% | +17.8% | -10.1% | +5.4% |
| 6M | +9.1% | +7.4% | +1.7% | +7.7% |
| YTD | +7.7% | -5.8% | +13.5% | +7.8% |
| 1Y | +20.4% | -18.9% | +39.3% | +22.3% |
| 3Y | +30.8% | +33.3% | -2.6% | +22.4% |
| 5Y | +34.6% | +2.7% | +31.9% | +24.5% |
| 10Y | +173.4% | +962.9% | -789.6% | +74.3% |
| All | +577.4% | +8,800.3% | -8,222.9% | +199.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MELI.
Daily Out/Under-Performance
Portfolio return minus MELI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MELI return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded MELI wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling